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Ngai Hang Chan Handbook of Financial Risk Management


An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the prac­tical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation algorithms can be used to solve practical problems and showcases how accuracy and efficiency in implementing various simulation methods are indispensable tools in risk management. The book provides the reader with an intuitive understanding of financial risk management and deepens insight into those financial products that cannot be priced traditionally. The Handbook of Financial Risk Management also features: Examples in each chapter derived from consulting projects, current research, and course instruction Topics such as volatility, fixed-income derivatives, LIBOR Market Models, and risk measures Over twenty-four recognized simulation models Commentary, data sets, and computer subroutines available on a chapter-by-chapter basis As a complete reference for practitioners, the book is useful in the fields of finance, business, applied statistics, econometrics, and engineering. The Handbook of Financial Risk Management is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation.

15170.77 RUR

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Philippe Jorion Financial Risk Manager Handbook


The essential reference for financial risk management Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Fifth Edition-which comes with an interactive CD-ROM containing hundreds of multiple-choice questions from previous FRM exams-is one of the best ways to prepare for the Financial Risk Manager (FRM) exam. Financial Risk Manager Handbook, Fifth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion-with the full support of GARP-this definitive guide summarizes the core body of knowledge for financial risk managers. Offers valuable insights on managing market, credit, operational, and liquidity risk Examines the importance of structured products, futures, options, and other derivative instruments Identifies regulatory and legal issues Addresses investment management and hedge fund risk Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM® certification program. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

15407.57 RUR

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Philippe Jorion Financial Risk Manager Handbook. FRM Part I / Part II


The essential reference for financial risk management Filled with in-depth insights and practical advice, the Financial Risk Manager Handbook is the core text for risk management training programs worldwide. Presented in a clear and consistent fashion, this completely updated Sixth Edition, mirrors recent updates to the new two-level Financial Risk Manager (FRM) exam, and is fully supported by GARP as the trusted way to prepare for the rigorous and renowned FRM certification. This valuable new edition includes an exclusive collection of interactive multiple-choice questions from recent FRM exams. Financial Risk Manager Handbook, Sixth Edition supports candidates studying for the Global Association of Risk Professional's (GARP) annual FRM exam and prepares you to assess and control risk in today's rapidly changing financial world. Authored by renowned risk management expert Philippe Jorion, with the full support of GARP, this definitive guide summarizes the core body of knowledge for financial risk managers. Offers valuable insights on managing market, credit, operational, and liquidity risk Examines the importance of structured products, futures, options, and other derivative instruments Contains new material on extreme value theory, techniques in operational risk management, and corporate risk management Financial Risk Manager Handbook is the most comprehensive guide on this subject, and will help you stay current on best practices in this evolving field. The FRM Handbook is the official reference book for GARP's FRM certification program.

12837.13 RUR

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Christian Szylar Handbook of Market Risk


A ONE-STOP GUIDE FOR THE THEORIES, APPLICATIONS, AND STATISTICAL METHODOLOGIES OF MARKET RISK Understanding and investigating the impacts of market risk on the financial landscape is crucial in preventing crises. Written by a hedge fund specialist, the Handbook of Market Risk is the comprehensive guide to the subject of market risk. Featuring a format that is accessible and convenient, the handbook employs numerous examples to underscore the application of the material in a real-world setting. The book starts by introducing the various methods to measure market risk while continuing to emphasize stress testing, liquidity, and interest rate implications. Covering topics intrinsic to understanding and applying market risk, the handbook features: An introduction to financial markets The historical perspective from market events and diverse mathematics to the value-at-risk Return and volatility estimates Diversification, portfolio risk, and efficient frontier The Capital Asset Pricing Model and the Arbitrage Pricing Theory The use of a fundamental multi-factors model Financial derivatives instruments Fixed income and interest rate risk Liquidity risk Alternative investments Stress testing and back testing Banks and Basel II/III The Handbook of Market Risk is a must-have resource for financial engineers, quantitative analysts, regulators, risk managers in investments banks, and large-scale consultancy groups advising banks on internal systems. The handbook is also an excellent text for academics teaching postgraduate courses on financial methodology.

14084.16 RUR

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Ngai Hang Chan Simulation Techniques in Financial Risk Management


Praise for the First Edition “…a nice, self-contained introduction to simulation and computational techniques in finance…” – Mathematical Reviews Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to the field of simulations by focusing on techniques necessary in the fields of finance and risk management. Thoroughly updated, the new edition expands on several key topics in these areas and presents many of the recent innovations in simulations and risk management, such as advanced option pricing models beyond the Black–Scholes paradigm, interest rate models, MCMC methods including stochastic volatility models simulations, model assets and model-free properties, jump diffusion, and state space modeling. The Second Edition also features: Updates to primary software used throughout the book, Microsoft Office® Excel® VBA New topical coverage on multiple assets, model-free properties, and related models More than 300 exercises at the end of each chapter, with select answers in the appendix, to help readers apply new concepts and test their understanding Extensive use of examples to illustrate how to use simulation techniques in risk management Practical case studies, such as the pricing of exotic options; simulations of Greeks in hedging; and the use of Bayesian ideas to assess the impact of jumps, so readers can reproduce the results of the studies A related website with additional solutions to problems within the book as well as Excel VBA and S-Plus computer code for many of the examples within the book Simulation Techniques in Financial Risk Management, Second Edition is an invaluable resource for risk managers in the financial and actuarial industries as well as a useful reference for readers interested in learning how to better gauge risk and make more informed decisions. The book is also ideal for upper-undergraduate and graduate-level courses in simulation and risk management.

10494.63 RUR

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Gareth W. Peters Advances in Heavy Tailed Risk Modeling


A cutting-edge guide for the theories, applications, and statistical methodologies essential to heavy tailed risk modeling Focusing on the quantitative aspects of heavy tailed loss processes in operational risk and relevant insurance analytics, Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk presents comprehensive coverage of the latest research on the theories and applications in risk measurement and modeling techniques. Featuring a unique balance of mathematical and statistical perspectives, the handbook begins by introducing the motivation for heavy tailed risk processes in high consequence low frequency loss modeling. With a companion, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk, the book provides a complete framework for all aspects of operational risk management and includes: Clear coverage on advanced topics such as splice loss models, extreme value theory, heavy tailed closed form loss distributional approach models, flexible heavy tailed risk models, risk measures, and higher order asymptotic approximations of risk measures for capital estimation An exploration of the characterization and estimation of risk and insurance modelling, which includes sub-exponential models, alpha-stable models, and tempered alpha stable models An extended discussion of the core concepts of risk measurement and capital estimation as well as the details on numerical approaches to evaluation of heavy tailed loss process model capital estimates Numerous detailed examples of real-world methods and practices of operational risk modeling used by both financial and non-financial institutions Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk is an excellent reference for risk management practitioners, quantitative analysts, financial engineers, and risk managers. The book is also a useful handbook for graduate-level courses on heavy tailed processes, advanced risk management, and actuarial science.

15202.8 RUR

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Leo Melamed The CME Group Risk Management Handbook. Products and Applications


Praise for The CME Group Risk Management Handbook «Wow! The CME Group Risk Management Handbook is a 'ten strike' and long overdue. A must-read and reference for the risk management industry!» —Jack Sandner, retired chairman of CME Group, member of the Executive Committee «This is a powerful book for its integration of futures and options markets with an understanding of the whole economy. It is an eye-opener to see how central these markets are to our economic lives.» —Robert J. Shiller, Okun Professor of Economics, Yale University; Chief Economist, MacroMarkets LLC «Risk management is essential to successful investing, and The CME Group Risk Management Handbook provides the essentials for understanding risk management. In the wake of the financial turmoil of the last few years, managing risk should be part of any investment program. Among the key elements of risk management are stock index, bond, currency, and commodity futures as well as a growing number of futures, options, swaps, and other financial instruments built on indices tracking housing prices, weather conditions, and the economy. The CME Group Risk Management Handbook offers a comprehensive guide for using all of these to better manage financial risks.» —David M. Blitzer, PhD, Managing Director and Chairman of the Index Committee, S&P Indices «Dare we ignore the advice of a financial institution, the largest of its kind in the world, that navigated the recent financial crisis without the aid of a single TARP dollar or access to the Fed's cheap loans? For CME Group, risk management has meant risk minimization as it enters its 151st year of life and its 85th year of central counterparty clearing without a single trading debt unpaid. It has been, and continues to be, a leader by example.» —Philip McBride Johnson, former CFTC chairman «For the first time, a comprehensive handbook outlining the futures market in today's world is available. The CME Group Risk Management Handbook covers futures basics for the novice trader, while the veterans will benefit from an in-depth look at options and hedging. This handbook is a necessity for any professional, investor, or other market participant seeking to manage risk in the perpetually changing futures market.» —H. Jack Bouroudjian, CEO, Index Futures Group

6968.73 RUR

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Philippe Jorion Financial Risk Manager Handbook


An essential guide to financial risk management as well as the only way to ace the GARP FRM Exam The Financial Risk Management Exam (FRM Exam) was developed by the Global Association of Risk Professionals (GARP) as a means of establishing an industry standard of minimum professional competence in the field. It is given annually in November for risk professionals who want to earn FRM certification. Authored by renowned financial risk management guru Phillipe Jorion, with the full support of the GARP, this is the definitive guide for those preparing to take the FRM Exam. With the help of questions (and solutions) taken from previous exams, Jorion coaches readers on quantitative methods, capital markets, and market, credit, operational, and risk management concepts and assessment techniques. In addition to being the indispensable guide for those aspiring to FRM certification, Financial Risk Manager Handbook also serves as a valued working reference for risk professionals. Phillipe Jorion, PhD (Irvine, CA), is a Professor of Finance at the Graduate School of Management at UC Irvine. He has also taught at Columbia University, Northwestern University, the University of Chicago, and the University of British Columbia.

13203.9 RUR

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Allan Malz M. Financial Risk Management. Models, History, and Institutions


Financial risk has become a focus of financial and nonfinancial firms, individuals, and policy makers. But the study of risk remains a relatively new discipline in finance and continues to be refined. The financial market crisis that began in 2007 has highlighted the challenges of managing financial risk. Now, in Financial Risk Management, author Allan Malz addresses the essential issues surrounding this discipline, sharing his extensive career experiences as a risk researcher, risk manager, and central banker. The book includes standard risk measurement models as well as alternative models that address options, structured credit risks, and the real-world complexities or risk modeling, and provides the institutional and historical background on financial innovation, liquidity, leverage, and financial crises that is crucial to practitioners and students of finance for understanding the world today. Financial Risk Management is equally suitable for firm risk managers, economists, and policy makers seeking grounding in the subject. This timely guide skillfully surveys the landscape of financial risk and the financial developments of recent decades that culminated in the crisis. The book provides a comprehensive overview of the different types of financial risk we face, as well as the techniques used to measure and manage them. Topics covered include: Market risk, from Value-at-Risk (VaR) to risk models for options Credit risk, from portfolio credit risk to structured credit products Model risk and validation Risk capital and stress testing Liquidity risk, leverage, systemic risk, and the forms they take Financial crises, historical and current, their causes and characteristics Financial regulation and its evolution in the wake of the global crisis And much more Combining the more model-oriented approach of risk management-as it has evolved over the past two decades-with an economist's approach to the same issues, Financial Risk Management is the essential guide to the subject for today's complex world.

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Brian Barnier The Operational Risk Handbook for Financial Companies


The Operational Risk Handbook for Financial Companies is a groundbreaking new book. It seeks to apply for the first time a range of proven operational risk techniques from other industries and disciplines to the troubled territory of financial services.
Operational risk expert Brian Barnier introduces a range of sophisticated, dependable and – crucially – approachable tools for risk evaluation, risk response and risk governance. He provides a more robust way of gaining a better picture of risks, shows how to build risk-return awareness into decision making, and how to fix (and not just report) risks.
The practical importance of fully understanding and acting on risk to the business begins in the foreword on plan-B thinking, penned by Marshall Carter, chairman of the NYSE and deputy chairman of NYSE Euronext.
The book is unique because:
– It is not just about modeling and a few basic tools derived from regulatory requirements. Instead, it looks at management of risk to operations across industries, professional disciplines and history to help ops risk leaders become aware of the entire landscape of proven experience, not just their own conference room.
– It is not just about compliance. Instead, it looks to operations as part of performance – managing risk to return for shareholders and other interests (e.g. guarantee funds).
– It is not content to look at risk in stand-alone segments or silos; instead it takes a systems approach.
– It is not just about ops risk leaders sharing war stories at a conference. Instead, it introduces a panel of six financial institution board members who get risk management and provide their perspectives throughout the book to encourage/demand more from ops risk to meet the needs of the institution in the world.
– It is not a semi-random collection of tips and tricks. Instead, it is grounded in a risk-management process flow tailored to financial companies from a range of proven experience, providing tools to help at each step.
Suitable for companies of all sizes, this book is of direct relevance and use to all business managers, practitioners, boards and senior executives. Key insights from and for each are built into every chapter, including unique contributions from board members of a range of companies.
The Operational Risk Handbook for Financial Companies is an essential book for making better decisions at every level of a financial company; ones that measurably improve outcomes for boards, managers, employees and shareholders alike.

3960.44 RUR

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Handbook of Financial Risk Management: Simulations and ...

Handbook of Financial Risk Management: Simulations and Case Studies (Wiley Handbooks in Financial Engineering and Econometrics) | Chan, Ngai Hang, Wong, Hoi Ying | ISBN: 9780470647158 | Kostenloser Versand für alle Bücher mit Versand und Verkauf duch Amazon.

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by Ngai Hang Chan , Hoi Ying Wong $133.00 An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies

Handbook of Financial Risk Management: Simulations and ...

The Handbook of Financial Risk Management is also an excellent text or supplement for graduate and MBA-level students in courses on financial risk management and simulation. About the Author N. H. CHAN is Choh-Ming Li Chair Professor of Statistics at The Chinese University of Hong Kong and Associate Editor of six journals.

Ngai Hang Chan (Author of Handbook of Financial Risk ...

Ngai Hang Chan is the author of Handbook of Financial Risk Management (4.50 avg rating, 2 ratings, 0 reviews, published 2013), Time Series (3.00 avg rati...

Handbook of financial risk management : simulations and ...

Handbook of financial risk management : simulations and case studies . N. H. Chan; H. Y. Wong. Year of publication:

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Ngai Hang Chan's 136 research works with 1,109 citations and 5,224 reads, including: Group orthogonal greedy algorithm for change-point estimation of multivariate time series

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CHAN, Ngai Hang 陳毅恆 . Name: CHAN, Ngai Hang 陳毅恆 ... Chan, N.H. (2010). Time Series: Applications to Finance with R and S-Plus(R), 2nd Edition. Wiley, New York. Professional Services: Managing Editor, International Journal of Theoretical and Applied Finance Associate Editor, Journal of the American Statistical Association Associate Editor, Journal of Business and Economic Statistics ...

Ngai Hang Chan Books | List of books by author Ngai Hang Chan

Looking for books by Ngai Hang Chan? See all books authored by Ngai Hang Chan, including Handbook of Financial Risk Management: Simulations and Case Studies, and Time Series: Applications to Finance (Wiley Series in Probability and Statistics), and more on ThriftBooks.com.

Handbook of Financial Risk Management: Simulations and ...

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Works by Ngai Hang Chan. Time Series: Applications to Finance with R and S-Plus (Wiley Series in… 7 copies. Simulation Techniques in Financial Risk Management (Statistics in… 6 copies. Handbook of Financial Risk Management: Simulations and Case Studies 4 copies. Members. Top members (works) knol , discipula , rd_ref , JudgeInfo , jgentle , ansar_lawi , JorgeNakazawa , globaladvisors , ai51 ...

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Hoi Ying Wong, Ngai Hang Chan Handbook of Financial Risk Management (eBook, PDF) Simulations and Case Studies. Leseprobe. Als Download kaufen-18%. 127,99 € Statt 155,99 €** 127,99 € inkl. MwSt. **Preis der gedruckten Ausgabe (Gebundenes Buch) eBook bestellen. Sofort per Download lieferbar. Jetzt verschenken-18%. 127,99 € Download. Geschenk. Als Download kaufen. Statt 155,99 €**-18% ...

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An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the prac­tical implementation of simulation techniques in the banking and financial industries through the use of real-world applications. </p> <p>Striking ...

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by Ngai Hang Chan, Hoi Ying Wong. May 2015, Hardcover (E-book also available) US $115.00 Buy. Handbook of Financial Risk Management: Simulations and Case Studies. by Ngai Hang Chan, Hoi Ying Wong. July 2013, Hardcover (E-book also available) US $159.95 Buy. Textbook. Time Series: Applications to Finance with R and S-Plus, 2nd Edition. by Ngai Hang Chan. October 2010, ©2010. E-book. Time ...

Chan Ngai Hang Wong Hoi Ying - AbeBooks

Handbook of Financial Risk Management. Ngai Hang Chan (author), Hoi Ying Wong (author) Published by Wiley 2013-08-23, Chichester (2013) ISBN 10 ...

Wiley: Simulation Techniques in Financial Risk Management ...

Ngai Hang Chan, Hoi Ying Wong. ISBN: 978-1-118-73581-7. 232 pages. May 2015. View Previous Edition of This Title. Read an Excerpt . Description. Praise for the First Edition “…a nice, self-contained introduction to simulation and computational techniques in finance…” – Mathematical Reviews. Simulation Techniques in Financial Risk Management, Second Edition takes a unique approach to ...

Handbook of Financial Risk Management eBook por Ngai Hang ...

Handbook of Financial Risk Management. por Ngai Hang Chan,Hoi Ying Wong. Wiley Handbooks in Financial Engineering and Econometrics (Book 12) ¡Gracias por compartir! Has enviado la siguiente calificación y reseña. Lo publicaremos en nuestro sitio después de haberla revisado.

Handbook of Financial Risk Management: Simulations and ...

Handbook of Financial Risk Management book. Read reviews from world’s largest community for readers. This authoritative handbook illustrates practical im...

Handbook of simulation and financial risk management with ...

Handbook of simulation and financial risk management with practical case studies Ngai Hang Chan, Hoi Ying Wong, Ebooks Corporation. Year: 2013. Publisher: Wiley. Language: english. Pages: 421. ISBN 10: 1118573587. ISBN 13: 978-0-470-64715-8. Series: Wiley handbooks in financial engineering and econometrics. File: PDF, 7.25 MB. Preview. Send-to-Kindle or Email . Please login to your account ...

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Ngai Hang Chan, PhD, is Choh-Min Li Chair Professor of Statistics of the Department of Statistics at The Chinese University of Hong Kong. An elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Profe...

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Handbook of Financial Risk Management Ngai Hang Chan, Hoi Ying Wong An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the pra...

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Ngai Hang Chan, PhD, is Choh-Min Li Chair Professor of Statistics of the Department of Statistics at The Chinese University of Hong Kong. An elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Professor Chan is also the co-editor and associate editor of 8 journals and author of Time Series: Applications to Finance with R and S-Plus, Second ...

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Handbook of Financial Risk Management von: Ngai Hang Chan, Hoi Ying Wong Verlag:

Handbook of Financial Risk Management : Simulations and ...

An authoritative handbook on risk management techniques and simulations as applied to financial engineering topics, theories, and statistical methodologies The Handbook of Financial Risk Management: Simulations and Case Studies illustrates the prac tical implementation of simulation techniques in the banking and financial industries through the use of real-world applications.

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Ngai Hang Chan; Hoi Ying Wong. Year of publication: 2006

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Ngai Hang Chan, PhD, is Choh-Min Li Chair Professor of Statistics of the Department of Statistics at The Chinese University of Hong Kong. An elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Professor Chan is also the co-editor and associate editor of 8 journals and author of Time Series: Applications to Finance with R and S-Plus, Second ...

Ergebnis Ihrer Suche - beluga.sub.uni-hamburg.de

authorStr:"Chan, Ngai Hang 1958-" Bibliothek Filter Suche. Erweiterte Suche; Suchverlauf; Fernleihe (GBV) Bücher & mehr (4) Sorted By: Inhalt Inhaltsverzeichnis Merken Merken. 1. Handbook of financial risk management : simulations and case studies von Chan, Ngai Hang Verlag: Hoboken, NJ, Wiley; Bibliotheken: UHH ZBW. 2013 . Inhaltsverzeichnis. Inhalt Inhaltsverzeichnis. Inhaltsverzeichnis ...

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topic_facet:"Zeitreihenanalyse" author_browse:"Chan, Ngai Hang" Erweiterte Suche; Suchverlauf; Lesesaalsystematik; Sie scheinen sich nicht im lokalen IP-Bereich der Hochschule zu befinden. TU Braunschweig+ (1) Weitere Bibliotheken; 1 . Time series : applications to finance . Erschienen: New York, NY, Wiley-Interscience, 2002 . Wiley series in probability and statistics: Financial engineering ...

Группа авторов Risk and Financial Management


Financial risk management has become a popular practice amongst financial institutions to protect against the adverse effects of uncertainty caused by fluctuations in interest rates, exchange rates, commodity prices, and equity prices. New financial instruments and mathematical techniques are continuously developed and introduced in financial practice. These techniques are being used by an increasing number of firms, traders and financial risk managers across various industries. Risk and Financial Management: Mathematical and Computational Methods confronts the many issues and controversies, and explains the fundamental concepts that underpin financial risk management. Provides a comprehensive introduction to the core topics of risk and financial management. Adopts a pragmatic approach, focused on computational, rather than just theoretical, methods. Bridges the gap between theory and practice in financial risk management Includes coverage of utility theory, probability, options and derivatives, stochastic volatility and value at risk. Suitable for students of risk, mathematical finance, and financial risk management, and finance practitioners. Includes extensive reference lists, applications and suggestions for further reading. Risk and Financial Management: Mathematical and Computational Methods is ideally suited to both students of mathematical finance with little background in economics and finance, and students of financial risk management, as well as finance practitioners requiring a clearer understanding of the mathematical and computational methods they use every day. It combines the required level of rigor, to support the theoretical developments, with a practical flavour through many examples and applications.

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Michael Miller B. Quantitative Financial Risk Management


A mathematical guide to measuring and managing financial risk. Our modern economy depends on financial markets. Yet financial markets continue to grow in size and complexity. As a result, the management of financial risk has never been more important. Quantitative Financial Risk Management introduces students and risk professionals to financial risk management with an emphasis on financial models and mathematical techniques. Each chapter provides numerous sample problems and end of chapter questions. The book provides clear examples of how these models are used in practice and encourages readers to think about the limits and appropriate use of financial models. Topics include: • Value at risk • Stress testing • Credit risk • Liquidity risk • Factor analysis • Expected shortfall • Copulas • Extreme value theory • Risk model backtesting • Bayesian analysis • . . . and much more

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Gareth W. Peters Fundamental Aspects of Operational Risk and Insurance Analytics


A one-stop guide for the theories, applications, and statistical methodologies essential to operational risk Providing a complete overview of operational risk modeling and relevant insurance analytics, Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk offers a systematic approach that covers the wide range of topics in this area. Written by a team of leading experts in the field, the handbook presents detailed coverage of the theories, applications, and models inherent in any discussion of the fundamentals of operational risk, with a primary focus on Basel II/III regulation, modeling dependence, estimation of risk models, and modeling the data elements. Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk begins with coverage on the four data elements used in operational risk framework as well as processing risk taxonomy. The book then goes further in-depth into the key topics in operational risk measurement and insurance, for example diverse methods to estimate frequency and severity models. Finally, the book ends with sections on specific topics, such as scenario analysis; multifactor modeling; and dependence modeling. A unique companion with Advances in Heavy Tailed Risk Modeling: A Handbook of Operational Risk, the handbook also features: Discussions on internal loss data and key risk indicators, which are both fundamental for developing a risk-sensitive framework Guidelines for how operational risk can be inserted into a firm’s strategic decisions A model for stress tests of operational risk under the United States Comprehensive Capital Analysis and Review (CCAR) program A valuable reference for financial engineers, quantitative analysts, risk managers, and large-scale consultancy groups advising banks on their internal systems, the handbook is also useful for academics teaching postgraduate courses on the methodology of operational risk.

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Группа авторов Extreme Events in Finance


A guide to the growing importance of extreme value risk theory, methods, and applications in the financial sector Presenting a uniquely accessible guide, Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications features a combination of the theory, methods, and applications of extreme value theory (EVT) in finance and a practical understanding of market behavior including both ordinary and extraordinary conditions. Beginning with a fascinating history of EVTs and financial modeling, the handbook introduces the historical implications that resulted in the applications and then clearly examines the fundamental results of EVT in finance. After dealing with these theoretical results, the handbook focuses on the EVT methods critical for data analysis. Finally, the handbook features the practical applications and techniques and how these can be implemented in financial markets. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications includes: • Over 40 contributions from international experts in the areas of finance, statistics, economics, business, insurance, and risk management • Topical discussions on univariate and multivariate case extremes as well as regulation in financial markets • Extensive references in order to provide readers with resources for further study • Discussions on using R packages to compute the value of risk and related quantities The book is a valuable reference for practitioners in financial markets such as financial institutions, investment funds, and corporate treasuries, financial engineers, quantitative analysts, regulators, risk managers, large-scale consultancy groups, and insurers. Extreme Events in Finance: A Handbook of Extreme Value Theory and Its Applications is also a useful textbook for postgraduate courses on the methodology of EVTs in finance. François Longin, PhD, is Professor in the Department of Finance at ESSEC Business School, France. He has been working on the applications of extreme value theory to financial markets for many years, and his research has been applied by financial institutions in the risk management area including market, credit, and operational risks. His research works can be found in scientific journals such as The Journal of Finance. Dr. Longin is currently a financial consultant with expertise covering risk management for financial institutions and portfolio management for asset management firms.

14241.95 RUR

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Richard Apostolik Foundations of Financial Risk. An Overview of Financial Risk and Risk-based Financial Regulation


Gain a deeper understanding of the issues surrounding financial risk and regulation Foundations of Financial Risk details the various risks, regulations, and supervisory requirements institutions face in today's economic and regulatory environment. Written by the experts at the Global Association of Risk Professionals (GARP), this book represents an update to GARP's original publication, Foundations of Banking Risk. You'll learn the terminology and basic concepts surrounding global financial risk and regulation, and develop an understanding of the methods used to measure and manage market, credit, and operational risk. Coverage includes traded market risk and regulation, treasury risk and regulation, and much more, including brand new coverage of risk management for insurance companies. Clear explanations, focused discussion, and comprehensive relevancy make this book an ideal resource for an introduction to risk management. The textbook provides an understanding of risk management methodologies, governance structures for risk management in financial institutions and the regulatory requirements dictated by the Basel Committee on Banking Supervision. It provides thorough coverage of the issues surrounding financial risk, giving you a solid knowledgebase and a practical, applicable understanding. Understand risk measurement and management Learn how minimum capital requirements are regulated Explore all aspects of financial institution regulation and disclosure Master the terminology of global risk and regulation Financial institutions and supervisors around the world are increasingly recognizing how vital sound risk management practices are to both individual firms and the capital markets system as a whole. Savvy professionals recognize the need for authoritative and comprehensive training, and Foundations of Financial Risk delivers with expert-led education for those new to risk management.

6968.73 RUR

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Panos Kouvelis Handbook of Integrated Risk Management in Global Supply Chains


A comprehensive, one-stop reference for cutting-edge research in integrated risk management, modern applications, and best practices In the field of business, the ever-growing dependency on global supply chains has created new challenges that traditional risk management must be equipped to handle. Handbook of Integrated Risk Management in Global Supply Chains uses a multi-disciplinary approach to present an effective way to manage complex, diverse, and interconnected global supply chain risks. Contributions from leading academics and researchers provide an action-based framework that captures real issues, implementation challenges, and concepts emerging from industry studies.The handbook is divided into five parts: Foundations and Overview introduces risk management and discusses the impact of supply chain disruptions on corporate performance Integrated Risk Management: Operations and Finance Interface explores the joint use of operational and financial hedging of commodity price uncertainties Supply Chain Finance discusses financing alternatives and the role of financial services in procurement contracts; inventory management and capital structure; and bank financing of inventories Operational Risk Management Strategies outlines supply risks and challenges in decentralized supply chains, such as competition and misalignment of incentives between buyers and suppliers Industrial Applications presents examples and case studies that showcase the discussed methodologies Each topic's presentation includes an introduction, key theories, formulas, and applications. Discussions conclude with a summary of the main concepts, a real-world example, and professional insights into common challenges and best practices. Handbook of Integrated Risk Management in Global Supply Chains is an essential reference for academics and practitioners in the areas of supply chain management, global logistics, management science, and industrial engineering who gather, analyze, and draw results from data. The handbook is also a suitable supplement for operations research, risk management, and financial engineering courses at the upper-undergraduate and graduate levels.

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Karen Horcher A. Essentials of Financial Risk Management


A concise introduction to financial risk management strategies, policies, and techniques This ideal guide for business professionals focuses on strategic and management issues associated with financial risk. Essentials of Financial Risk Management identifies risk-mitigation policies and strategies; suggestions for determining an organization's risk tolerance; and sources of risk associated with currency exchange rates, interest rates, credit exposure, commodity prices, and other related events. Examples illustrate risk scenarios and offer tips on an array of management alternatives, including changes in the way business is conducted and hedging strategies involving derivatives.

5281.56 RUR

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Группа авторов Catastrophic Risk


Catastrophic risk is one of the most significant and challenging areas of corporate risk management. Analyze this risk for your company with Catastrophic Risk and make sure you have sufficient resources to absorb losses and avoid financial distress. The first comprehensive volume to address this topic from a financial perspective, this book is a guide to the worst financial risks threatening companies and industries today. Author Eric Banks begins with a consideration of ?catastrophe? and its mplications, looks at the state of actuarial and financial modelling of catastrophe risks, and discusses the creation of a risk management framework that will enable the efficient and secure management of exposure. Catastrophic Risk is essential reading if you're a corporate treasurer, CFO, or insurance/financial risk manager responsible for corporate risk management. Order your copy today.

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Группа авторов Handbook of Finance, Financial Markets and Instruments


Volume I: Financial Markets and Instruments skillfully covers the general characteristics of different asset classes, derivative instruments, the markets in which financial instruments trade, and the players in those markets. It also addresses the role of financial markets in an economy, the structure and organization of financial markets, the efficiency of markets, and the determinants of asset pricing and interest rates. Incorporating timely research and in-depth analysis, the Handbook of Finance is a comprehensive 3-Volume Set that covers both established and cutting-edge theories and developments in finance and investing. Other volumes in the set: Handbook of Finance Volume II: Investment Management and Financial Management and Handbook of Finance Volume III: Valuation, Financial Modeling, and Quantitative Tools.

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Группа авторов Risk Management and Financial Institutions


The most complete, up-to-date guide to risk management in finance Risk Management and Financial Institutions, Fifth Edition explains all aspects of financial risk and financial institution regulation, helping you better understand the financial markets—and their potential dangers. Inside, you’ll learn the different types of risk, how and where they appear in different types of institutions, and how the regulatory structure of each institution affects risk management practices. Comprehensive ancillary materials include software, practice questions, and all necessary teaching supplements, facilitating more complete understanding and providing an ultimate learning resource. All financial professionals need to understand and quantify the risks associated with their decisions. This book provides a complete guide to risk management with the most up to date information. • Understand how risk affects different types of financial institutions • Learn the different types of risk and how they are managed • Study the most current regulatory issues that deal with risk • Get the help you need, whether you’re a student or a professional Risk management has become increasingly important in recent years and a deep understanding is essential for anyone working in the finance industry; today, risk management is part of everyone's job. For complete information and comprehensive coverage of the latest industry issues and practices, Risk Management and Financial Institutions, Fifth Edition is an informative, authoritative guide.

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